+78.8%
JNJ vs ALK
+1.1%
+77.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | -3.0% | -3.0% | 0.0% | -2.9% |
| 30D | +2.5% | -14.6% | +17.1% | +2.8% |
| 3M | +13.2% | -10.6% | +23.8% | +13.3% |
| 6M | +11.3% | -6.7% | +18.0% | +11.1% |
| YTD | +31.1% | -19.8% | +50.9% | +31.1% |
| 1Y | +54.3% | -35.2% | +89.5% | +55.2% |
| All | +78.8% | +1.1% | +77.7% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling